Tag Archives: Chapter

I was just reading a funny book chapter: Nerds on Wall St

I was just reading a funny book chapter: Nerds on Wall St

Here are some things I consider now, and I’m interested if you have others.

* the relationship makes sense
* parsimonious model / few parameters
* parameter values aren’t extreme (use regularization)
* start with a relationship in mind
* don’t try too many ways of improving the model
* check that it isn’t overly sensitive to parameter values
* hold a couple of years’ data out-of-sample for testing
* must work consistently over time/stocks/markets
* no black box, I need to see how decisions are being made
* many trade opportunities for increased statistical significance
* the distribution of returns looks reasonable

http://www.wilmott.com/messageview.cfm?catid=38&threadid=97417

From Sholom so thank to him

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MARKET TECHNICIANS ASSOCIATION – London Chapter. (Free Technical Analysis Presentation)

MARKET TECHNICIANS ASSOCIATION – London Chapter. (Free Technical Analysis Presentation)

Dear Group Members,

the London Chapter of the Market Technicians Association
is having its Monthly Meeting on the 14th of December.

You can download the brochure from this link
http://pdfcast.org/pdf/may-monthly-meeting

It is a free event, but it requires registration in order
to enter the premises

If you would like to be informed of future London events,
please join our LinkedIn Group
http://www.linkedin.com/groups?about=&gid=3596811&trk=anet_ug_grppro

Kindest Regards
Alex Spiroglou
Investment Manager – Odin Capital Management (www.odincm.com)
Founding Chairman – MTA London Chapter (www.tinyurl.com/MTA-London)
International Advisory Board Member – MTA Educational Foundation (www.MTAEF.org)
Founder – Trader Training & Development (www.TraderTD.com)
Instructor – BPP Professional Development (www.BPP.com)

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!